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Gamma exposure levels

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Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 18
±$0.70 (±3.4%)
19.71 — 21.11
MonthlyJun 18
±$0.70 (±3.4%)
19.71 — 21.11
QuarterlyOct 16
±$2.72 (±13.4%)
17.69 — 23.13
Spot
20.4
Call Wall
20
Put Wall
17.5
Zero Gamma
18.8
Net GEX ($M)
17.1

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 21.1
Near EM 19.7
1M EM 21.1
1M EM 19.7
3M EM 17.7
Spot 20.4
22.5
20
16.8
Call Wall
17.5
Put Wall